Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 1.00% | 73.96 % | 74.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 184'198 CHF | 186'048 CHF | 100.00% | 100.00% |
12.07.2024 | 1.00% | 75.11 % | 75.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 188'804 CHF | 190'701 CHF | 100.00% | 100.00% |
11.07.2024 | 1.00% | 74.54 % | 75.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 184'963 CHF | 186'822 CHF | 91.32% | 91.32% |
10.07.2024 | 0.94% | 84.56 % | 85.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'188 CHF | 213'188 CHF | 100.00% | 100.00% |
09.07.2024 | 0.92% | 85.94 % | 86.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'009 CHF | 218'009 CHF | 100.00% | 100.00% |
08.07.2024 | 0.91% | 86.63 % | 87.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'373 CHF | 220'373 CHF | 99.50% | 99.50% |
05.07.2024 | 0.92% | 86.74 % | 87.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'447 CHF | 219'447 CHF | 100.00% | 100.00% |
04.07.2024 | 0.92% | 86.59 % | 87.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'274 CHF | 219'274 CHF | 94.70% | 94.70% |
03.07.2024 | 0.97% | 83.32 % | 84.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 205'608 CHF | 207'607 CHF | 99.85% | 99.85% |
02.07.2024 | 1.00% | 78.51 % | 79.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 195'461 CHF | 197'427 CHF | 100.00% | 100.00% |